Dynamic 40/60 Income Portfolio: Rolling Returns

Data Source: from January 1992 to January 2024 (~32 years)
Consolidated Returns as of 31 January 2024

Holding the Dynamic 40/60 Income Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~32 years), the longest period with a negative return lasted 69 months (from June 2003 to February 2009).

This means that every rolling period of 70 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Dynamic 40/60 Income Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

DYNAMIC 40/60 INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 4.66% (updated at Jan 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DYNAMIC 40/60 INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1992 - 31 January 2024 (~32 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.71 03/2008
02/2009
0.72$ 0.58 1.00$ 7.18 1.07$ 15.47 1.15$ 45.82 03/2009
02/2010
1.45$ 7.23 13.18%
2Y -14.95 03/2007
02/2009
0.72$ 2.82 1.05$ 7.21 1.14$ 11.70 1.24$ 27.87 03/2009
02/2011
1.63$ -0.03 9.79%
3Y -7.96 03/2006
02/2009
0.77$ 3.41 1.10$ 7.17 1.23$ 11.36 1.38$ 20.25 03/2009
02/2012
1.73$ 1.26 4.00%
4Y -4.50 03/2005
02/2009
0.83$ 3.83 1.16$ 6.70 1.29$ 10.65 1.49$ 17.20 03/2009
02/2013
1.88$ 2.61 2.24%
5Y -2.29 03/2004
02/2009
0.89$ 3.96 1.21$ 6.57 1.37$ 9.70 1.58$ 15.13 03/2009
02/2014
2.02$ 4.27 1.00%
6Y 1.25 03/2003
02/2009
1.07$ 4.62 1.31$ 6.53 1.46$ 9.06 1.68$ 13.69 03/2009
02/2015
2.15$ 3.70 0.00%
7Y 1.44 03/2002
02/2009
1.10$ 5.20 1.42$ 6.34 1.53$ 9.09 1.83$ 12.04 01/1995
12/2001
2.21$ 4.35 0.00%
8Y 2.25 03/2001
02/2009
1.19$ 5.20 1.50$ 6.34 1.63$ 9.30 2.03$ 11.27 03/2009
02/2017
2.34$ 5.13 0.00%
9Y 2.56 03/2000
02/2009
1.25$ 5.05 1.55$ 6.45 1.75$ 9.00 2.17$ 11.78 01/1995
12/2003
2.72$ 4.35 0.00%
10Y 3.40 03/1999
02/2009
1.39$ 5.31 1.67$ 6.49 1.87$ 8.97 2.36$ 11.43 01/1995
12/2004
2.95$ 4.66 0.00%
11Y 3.33 03/1998
02/2009
1.43$ 5.18 1.74$ 6.60 2.01$ 8.92 2.55$ 10.86 01/1995
12/2005
3.10$ 4.70 0.00%
12Y 4.34 03/1997
02/2009
1.66$ 5.37 1.87$ 6.51 2.13$ 8.44 2.64$ 10.71 01/1995
12/2006
3.39$ 5.16 0.00%
13Y 4.46 04/2007
03/2020
1.76$ 5.55 2.01$ 6.71 2.32$ 7.40 2.53$ 10.18 06/1994
05/2007
3.52$ 5.17 0.00%
14Y 4.76 04/2006
03/2020
1.91$ 5.72 2.17$ 6.73 2.48$ 7.57 2.77$ 9.35 06/1994
05/2008
3.49$ 5.71 0.00%
15Y 4.34 10/2007
09/2022
1.89$ 5.60 2.26$ 6.67 2.63$ 7.76 3.06$ 8.87 04/1995
03/2010
3.57$ 7.10 0.00%
16Y 4.35 11/2007
10/2023
1.97$ 5.53 2.36$ 6.65 2.80$ 7.90 3.37$ 9.00 01/1995
12/2010
3.96$ 5.14 0.00%
17Y 4.46 11/2006
10/2023
2.09$ 5.70 2.56$ 6.63 2.97$ 8.12 3.77$ 8.78 04/1995
03/2012
4.17$ 4.91 0.00%
18Y 4.75 11/2005
10/2023
2.30$ 5.58 2.65$ 6.63 3.17$ 8.04 4.02$ 8.86 01/1995
12/2012
4.60$ 5.10 0.00%
19Y 4.81 11/2004
10/2023
2.44$ 5.68 2.85$ 6.63 3.38$ 8.15 4.42$ 8.71 01/1995
12/2013
4.88$ 5.18 0.00%
20Y 4.99 11/2003
10/2023
2.64$ 5.90 3.14$ 6.68 3.64$ 8.00 4.65$ 8.69 12/1994
11/2014
5.28$ 5.26 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.72 03/2008
02/2009
0.72$ -1.40 0.98$ 4.89 1.04$ 12.59 1.12$ 42.75 03/2009
02/2010
1.42$ 4.00 20.63%
2Y -16.66 03/2007
02/2009
0.69$ 0.77 1.01$ 4.64 1.09$ 9.32 1.19$ 25.19 03/2009
02/2011
1.56$ -4.54 13.35%
3Y -9.92 03/2006
02/2009
0.73$ 1.24 1.03$ 4.67 1.14$ 8.61 1.28$ 17.45 03/2009
02/2012
1.61$ -4.16 14.15%
4Y -6.86 03/2005
02/2009
0.75$ 1.50 1.06$ 4.64 1.19$ 7.70 1.34$ 14.57 03/2009
02/2013
1.72$ -1.88 10.22%
5Y -4.81 03/2004
02/2009
0.78$ 1.44 1.07$ 4.68 1.25$ 7.10 1.40$ 12.80 03/2009
02/2014
1.82$ 0.11 8.64%
6Y -1.39 11/2017
10/2023
0.91$ 2.24 1.14$ 4.45 1.29$ 6.47 1.45$ 11.79 03/2009
02/2015
1.95$ -0.01 6.57%
7Y -1.11 03/2002
02/2009
0.92$ 2.65 1.20$ 4.36 1.34$ 6.69 1.57$ 9.44 03/2009
02/2016
1.88$ 0.83 1.44%
8Y -0.15 03/2001
02/2009
0.98$ 2.92 1.25$ 4.28 1.39$ 7.01 1.71$ 9.37 03/2009
02/2017
2.04$ 1.70 0.38%
9Y 0.04 03/2000
02/2009
1.00$ 3.07 1.31$ 4.26 1.45$ 6.65 1.78$ 9.18 01/1995
12/2003
2.20$ 1.19 0.00%
10Y 0.79 03/1999
02/2009
1.08$ 3.28 1.38$ 4.15 1.50$ 6.56 1.88$ 8.74 01/1995
12/2004
2.31$ 1.82 0.00%
11Y 0.81 03/1998
02/2009
1.09$ 3.21 1.41$ 4.18 1.56$ 6.48 1.99$ 8.09 01/1995
12/2005
2.35$ 1.98 0.00%
12Y 1.88 11/2010
10/2022
1.25$ 3.26 1.46$ 4.09 1.61$ 5.93 1.99$ 7.96 12/1994
11/2006
2.50$ 2.51 0.00%
13Y 1.81 11/2010
10/2023
1.26$ 3.55 1.57$ 4.25 1.71$ 4.97 1.87$ 7.35 06/1994
05/2007
2.51$ 2.49 0.00%
14Y 2.65 11/2009
10/2023
1.44$ 3.62 1.64$ 4.28 1.79$ 5.07 1.99$ 6.45 05/1994
04/2008
2.39$ 3.08 0.00%
15Y 1.92 10/2007
09/2022
1.33$ 3.50 1.67$ 4.39 1.90$ 5.15 2.12$ 6.26 04/1995
03/2010
2.48$ 4.43 0.00%
16Y 1.87 11/2007
10/2023
1.34$ 3.21 1.65$ 4.39 1.98$ 5.36 2.30$ 6.41 01/1995
12/2010
2.70$ 2.69 0.00%
17Y 1.91 11/2006
10/2023
1.37$ 3.26 1.72$ 4.40 2.07$ 5.58 2.51$ 6.16 04/1995
03/2012
2.76$ 2.35 0.00%
18Y 2.22 01/2005
12/2022
1.48$ 3.05 1.71$ 4.39 2.16$ 5.55 2.64$ 6.27 01/1995
12/2012
2.98$ 2.56 0.00%
19Y 2.21 11/2004
10/2023
1.51$ 3.08 1.77$ 4.41 2.27$ 5.63 2.83$ 6.18 01/1995
12/2013
3.12$ 2.55 0.00%
20Y 2.35 11/2003
10/2023
1.59$ 3.32 1.92$ 4.44 2.38$ 5.49 2.91$ 6.22 12/1994
11/2014
3.34$ 2.62 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.71 03/2008
02/2009
0.72$ 0.58 1.00$ 7.20 1.07$ 15.34 1.15$ 45.82 03/2009
02/2010
1.45$ 7.23 13.10%
2Y -14.95 03/2007
02/2009
0.72$ 3.08 1.06$ 7.29 1.15$ 11.70 1.24$ 27.87 03/2009
02/2011
1.63$ -0.03 9.12%
3Y -7.96 03/2006
02/2009
0.77$ 3.71 1.11$ 7.31 1.23$ 11.29 1.37$ 20.25 03/2009
02/2012
1.73$ 1.26 3.71%
4Y -4.50 03/2005
02/2009
0.83$ 4.01 1.17$ 6.97 1.30$ 11.58 1.55$ 17.20 03/2009
02/2013
1.88$ 2.61 2.07%
5Y -2.29 03/2004
02/2009
0.89$ 4.21 1.22$ 6.96 1.39$ 11.19 1.69$ 15.13 03/2009
02/2014
2.02$ 4.27 0.92%
6Y 1.25 03/2003
02/2009
1.07$ 4.71 1.31$ 6.90 1.49$ 10.71 1.84$ 13.71 04/1992
03/1998
2.16$ 3.70 0.00%
7Y 1.44 03/2002
02/2009
1.10$ 5.28 1.43$ 6.61 1.56$ 10.07 1.95$ 12.44 05/1992
04/1999
2.27$ 4.35 0.00%
8Y 2.25 03/2001
02/2009
1.19$ 5.35 1.51$ 6.49 1.65$ 10.16 2.16$ 11.98 01/1992
12/1999
2.47$ 5.13 0.00%
9Y 2.56 03/2000
02/2009
1.25$ 5.29 1.58$ 6.53 1.76$ 9.92 2.34$ 11.78 01/1995
12/2003
2.72$ 4.35 0.00%
10Y 3.40 03/1999
02/2009
1.39$ 5.37 1.68$ 6.56 1.88$ 9.80 2.54$ 11.43 01/1995
12/2004
2.95$ 4.66 0.00%
11Y 3.33 03/1998
02/2009
1.43$ 5.30 1.76$ 6.74 2.04$ 9.84 2.80$ 10.86 01/1995
12/2005
3.10$ 4.70 0.00%
12Y 4.34 03/1997
02/2009
1.66$ 5.48 1.89$ 6.72 2.18$ 9.81 3.07$ 10.83 02/1992
01/2004
3.43$ 5.16 0.00%
13Y 4.46 04/2007
03/2020
1.76$ 5.61 2.03$ 6.78 2.34$ 9.53 3.26$ 10.60 01/1992
12/2004
3.70$ 5.17 0.00%
14Y 4.76 04/2006
03/2020
1.91$ 5.74 2.18$ 6.80 2.51$ 8.07 2.96$ 10.23 02/1992
01/2006
3.90$ 5.71 0.00%
15Y 4.34 10/2007
09/2022
1.89$ 5.67 2.28$ 6.81 2.68$ 8.26 3.29$ 10.14 01/1992
12/2006
4.25$ 7.10 0.00%
16Y 4.35 11/2007
10/2023
1.97$ 5.76 2.44$ 6.73 2.83$ 8.05 3.45$ 9.53 01/1992
12/2007
4.29$ 5.14 0.00%
17Y 4.46 11/2006
10/2023
2.09$ 5.88 2.64$ 6.74 3.03$ 8.25 3.85$ 8.78 04/1995
03/2012
4.17$ 4.91 0.00%
18Y 4.75 11/2005
10/2023
2.30$ 5.86 2.78$ 6.74 3.23$ 8.49 4.33$ 8.86 01/1995
12/2012
4.60$ 5.10 0.00%
19Y 4.81 11/2004
10/2023
2.44$ 6.00 3.02$ 6.78 3.47$ 8.38 4.61$ 8.87 05/1992
04/2011
5.02$ 5.18 0.00%
20Y 4.99 11/2003
10/2023
2.64$ 5.98 3.19$ 6.76 3.69$ 8.49 5.09$ 8.70 04/1992
03/2012
5.30$ 5.26 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.72 03/2008
02/2009
0.72$ -1.40 0.98$ 4.95 1.04$ 12.37 1.12$ 42.75 03/2009
02/2010
1.42$ 4.00 21.12%
2Y -16.66 03/2007
02/2009
0.69$ 1.42 1.02$ 4.69 1.09$ 9.31 1.19$ 25.19 03/2009
02/2011
1.56$ -4.54 12.43%
3Y -9.92 03/2006
02/2009
0.73$ 1.56 1.04$ 4.84 1.15$ 8.59 1.28$ 17.45 03/2009
02/2012
1.61$ -4.16 13.14%
4Y -6.86 03/2005
02/2009
0.75$ 1.63 1.06$ 4.91 1.21$ 9.01 1.41$ 14.57 03/2009
02/2013
1.72$ -1.88 9.47%
5Y -4.81 03/2004
02/2009
0.78$ 1.81 1.09$ 4.90 1.27$ 8.66 1.51$ 12.80 03/2009
02/2014
1.82$ 0.11 7.98%
6Y -1.39 11/2017
10/2023
0.91$ 2.39 1.15$ 4.71 1.31$ 8.15 1.59$ 11.79 03/2009
02/2015
1.95$ -0.01 6.05%
7Y -1.11 03/2002
02/2009
0.92$ 2.83 1.21$ 4.60 1.36$ 7.58 1.66$ 9.67 05/1992
04/1999
1.90$ 0.83 1.32%
8Y -0.15 03/2001
02/2009
0.98$ 3.02 1.26$ 4.43 1.41$ 7.53 1.78$ 9.37 03/2009
02/2017
2.04$ 1.70 0.34%
9Y 0.04 03/2000
02/2009
1.00$ 3.28 1.33$ 4.45 1.48$ 7.46 1.91$ 9.18 01/1995
12/2003
2.20$ 1.19 0.00%
10Y 0.79 03/1999
02/2009
1.08$ 3.39 1.39$ 4.38 1.53$ 7.06 1.97$ 8.74 01/1995
12/2004
2.31$ 1.82 0.00%
11Y 0.81 03/1998
02/2009
1.09$ 3.31 1.43$ 4.30 1.58$ 7.14 2.13$ 8.09 01/1995
12/2005
2.35$ 1.98 0.00%
12Y 1.88 11/2010
10/2022
1.25$ 3.35 1.48$ 4.26 1.64$ 7.13 2.28$ 8.12 04/1992
03/2004
2.55$ 2.51 0.00%
13Y 1.81 11/2010
10/2023
1.26$ 3.59 1.58$ 4.35 1.74$ 6.75 2.33$ 7.85 01/1992
12/2004
2.67$ 2.49 0.00%
14Y 2.65 11/2009
10/2023
1.44$ 3.70 1.66$ 4.42 1.83$ 5.49 2.11$ 7.41 01/1992
12/2005
2.71$ 3.08 0.00%
15Y 1.92 10/2007
09/2022
1.33$ 3.53 1.68$ 4.45 1.92$ 5.62 2.27$ 7.35 01/1992
12/2006
2.89$ 4.43 0.00%
16Y 1.87 11/2007
10/2023
1.34$ 3.68 1.78$ 4.44 2.00$ 5.48 2.34$ 6.66 01/1992
12/2007
2.80$ 2.69 0.00%
17Y 1.91 11/2006
10/2023
1.37$ 3.71 1.85$ 4.49 2.11$ 5.65 2.54$ 6.16 04/1995
03/2012
2.76$ 2.35 0.00%
18Y 2.22 01/2005
12/2022
1.48$ 3.51 1.86$ 4.50 2.20$ 5.87 2.79$ 6.27 01/1995
12/2012
2.98$ 2.56 0.00%
19Y 2.21 11/2004
10/2023
1.51$ 3.77 2.01$ 4.50 2.30$ 5.81 2.92$ 6.18 05/1992
04/2011
3.12$ 2.55 0.00%
20Y 2.35 11/2003
10/2023
1.59$ 3.53 2.00$ 4.55 2.43$ 5.90 3.14$ 6.22 12/1994
11/2014
3.34$ 2.62 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.20% +45.82%
Mar 2009 - Feb 2010
-27.71%
Mar 2008 - Feb 2009
13.10%
49 out of 374
US Inflation Adjusted +4.95% +42.75%
Mar 2009 - Feb 2010
-27.72%
Mar 2008 - Feb 2009
21.12%
79 out of 374
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.29% +27.87%
Mar 2009 - Feb 2011
-14.95%
Mar 2007 - Feb 2009
9.12%
33 out of 362
US Inflation Adjusted +4.69% +25.19%
Mar 2009 - Feb 2011
-16.66%
Mar 2007 - Feb 2009
12.43%
45 out of 362
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.31% +20.25%
Mar 2009 - Feb 2012
-7.96%
Mar 2006 - Feb 2009
3.71%
13 out of 350
US Inflation Adjusted +4.84% +17.45%
Mar 2009 - Feb 2012
-9.92%
Mar 2006 - Feb 2009
13.14%
46 out of 350
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.97% +17.20%
Mar 2009 - Feb 2013
-4.50%
Mar 2005 - Feb 2009
2.07%
7 out of 338
US Inflation Adjusted +4.91% +14.57%
Mar 2009 - Feb 2013
-6.86%
Mar 2005 - Feb 2009
9.47%
32 out of 338
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.96% +15.13%
Mar 2009 - Feb 2014
-2.29%
Mar 2004 - Feb 2009
0.92%
3 out of 326
US Inflation Adjusted +4.90% +12.80%
Mar 2009 - Feb 2014
-4.81%
Mar 2004 - Feb 2009
7.98%
26 out of 326
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.90% +13.71%
Apr 1992 - Mar 1998
+1.25%
Mar 2003 - Feb 2009
0.00%
0 out of 314
US Inflation Adjusted +4.71% +11.79%
Mar 2009 - Feb 2015
-1.39%
Nov 2017 - Oct 2023
6.05%
19 out of 314
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.61% +12.44%
May 1992 - Apr 1999
+1.44%
Mar 2002 - Feb 2009
0.00%
0 out of 302
US Inflation Adjusted +4.60% +9.67%
May 1992 - Apr 1999
-1.11%
Mar 2002 - Feb 2009
1.32%
4 out of 302
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.49% +11.98%
Jan 1992 - Dec 1999
+2.25%
Mar 2001 - Feb 2009
0.00%
0 out of 290
US Inflation Adjusted +4.43% +9.37%
Mar 2009 - Feb 2017
-0.15%
Mar 2001 - Feb 2009
0.34%
1 out of 290
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.53% +11.78%
Jan 1995 - Dec 2003
+2.56%
Mar 2000 - Feb 2009
0.00%
0 out of 278
US Inflation Adjusted +4.45% +9.18%
Jan 1995 - Dec 2003
+0.04%
Mar 2000 - Feb 2009
0.00%
0 out of 278
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.56% +11.43%
Jan 1995 - Dec 2004
+3.40%
Mar 1999 - Feb 2009
0.00%
0 out of 266
US Inflation Adjusted +4.38% +8.74%
Jan 1995 - Dec 2004
+0.79%
Mar 1999 - Feb 2009
0.00%
0 out of 266
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.74% +10.86%
Jan 1995 - Dec 2005
+3.33%
Mar 1998 - Feb 2009
0.00%
0 out of 254
US Inflation Adjusted +4.30% +8.09%
Jan 1995 - Dec 2005
+0.81%
Mar 1998 - Feb 2009
0.00%
0 out of 254
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.72% +10.83%
Feb 1992 - Jan 2004
+4.34%
Mar 1997 - Feb 2009
0.00%
0 out of 242
US Inflation Adjusted +4.26% +8.12%
Apr 1992 - Mar 2004
+1.88%
Nov 2010 - Oct 2022
0.00%
0 out of 242
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.78% +10.60%
Jan 1992 - Dec 2004
+4.46%
Apr 2007 - Mar 2020
0.00%
0 out of 230
US Inflation Adjusted +4.35% +7.85%
Jan 1992 - Dec 2004
+1.81%
Nov 2010 - Oct 2023
0.00%
0 out of 230
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.80% +10.23%
Feb 1992 - Jan 2006
+4.76%
Apr 2006 - Mar 2020
0.00%
0 out of 218
US Inflation Adjusted +4.42% +7.41%
Jan 1992 - Dec 2005
+2.65%
Nov 2009 - Oct 2023
0.00%
0 out of 218
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.81% +10.14%
Jan 1992 - Dec 2006
+4.34%
Oct 2007 - Sep 2022
0.00%
0 out of 206
US Inflation Adjusted +4.45% +7.35%
Jan 1992 - Dec 2006
+1.92%
Oct 2007 - Sep 2022
0.00%
0 out of 206
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.73% +9.53%
Jan 1992 - Dec 2007
+4.35%
Nov 2007 - Oct 2023
0.00%
0 out of 194
US Inflation Adjusted +4.44% +6.66%
Jan 1992 - Dec 2007
+1.87%
Nov 2007 - Oct 2023
0.00%
0 out of 194
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.74% +8.78%
Apr 1995 - Mar 2012
+4.46%
Nov 2006 - Oct 2023
0.00%
0 out of 182
US Inflation Adjusted +4.49% +6.16%
Apr 1995 - Mar 2012
+1.91%
Nov 2006 - Oct 2023
0.00%
0 out of 182
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.74% +8.86%
Jan 1995 - Dec 2012
+4.75%
Nov 2005 - Oct 2023
0.00%
0 out of 170
US Inflation Adjusted +4.50% +6.27%
Jan 1995 - Dec 2012
+2.22%
Jan 2005 - Dec 2022
0.00%
0 out of 170
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.78% +8.87%
May 1992 - Apr 2011
+4.81%
Nov 2004 - Oct 2023
0.00%
0 out of 158
US Inflation Adjusted +4.50% +6.18%
May 1992 - Apr 2011
+2.21%
Nov 2004 - Oct 2023
0.00%
0 out of 158
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.76% +8.70%
Apr 1992 - Mar 2012
+4.99%
Nov 2003 - Oct 2023
0.00%
0 out of 146
US Inflation Adjusted +4.55% +6.22%
Dec 1994 - Nov 2014
+2.35%
Nov 2003 - Oct 2023
0.00%
0 out of 146
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Dynamic 40/60 Income Portfolio: ETF allocation and returns page.